-99.9%
DFNS vs DUK
+38.3%
-138.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +0.7% |
| 7D | -3.3% | -1.7% | -1.7% | -4.9% |
| 30D | -73.1% | -2.2% | -70.9% | -73.3% |
| 3M | -71.4% | -3.7% | -67.7% | -71.7% |
| 6M | -93.8% | -6.3% | -87.5% | -94.0% |
| YTD | -98.0% | +4.5% | -102.6% | -98.0% |
| 1Y | -98.2% | +1.8% | -100.0% | -98.1% |
| 3Y | -99.9% | +46.8% | -146.7% | -99.9% |
| 5Y | -99.9% | +40.2% | -140.1% | -99.8% |
| All | -99.9% | +38.3% | -138.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DUK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling